-100.0%
SQQQ vs WM
+942.9%
-1,042.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -2.1% |
| 7D | -0.9% | -0.3% | -0.6% | -1.3% |
| 30D | -0.3% | -2.4% | +2.1% | -3.8% |
| 3M | +2.7% | +0.4% | +2.3% | -0.7% |
| 6M | -43.8% | -9.5% | -34.3% | -54.3% |
| YTD | -42.9% | +0.5% | -43.4% | -45.7% |
| 1Y | -53.5% | -1.1% | -52.4% | -57.8% |
| 3Y | -89.4% | +46.0% | -135.4% | -81.1% |
| 5Y | -94.7% | +51.8% | -146.5% | -88.3% |
| 10Y | -100.0% | +307.5% | -407.5% | -99.3% |
| All | -100.0% | +942.9% | -1,042.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling